thank you for reply...
I test the $_SESSION use those 3 PHP file...

1.php
===============================
<?php
session_start();
echo '<a href=2.php>TEST</a>';
echo '<hr>SESSION<br>';
foreach($_SESSION as $k => $v)
	echo "$k => $v<br>";
$_SESSION['a']='a';
?>
===============================
2.php
===============================
<?php
session_start();
echo '<a href=3.php>TEST</a>';
echo '<hr>SESSION<br>';
foreach($_SESSION as $k => $v)
	echo "$k => $v<br>";
$_SESSION['b']='b';
?>
===============================
3.php
===============================
<?php
session_start();
echo '<a href=1.php>TEST</a>';
echo '<hr>SESSION<br>';
foreach($_SESSION as $k => $v)
	echo "$k => $v<br>";
$_SESSION['c']='c';
?>
===============================
very simple...
I like use PHP 4.1.x new features($_GET, $_POST, $_SESSION... etc), so I care about the $_SESSION can right work!

Oops,  this is fixed in CVS and will be fixed in 4.2.0 also.